Nirei, Makoto; Stachurski, John; Watanabe, Tsutomu Trade clustering and power laws in financial markets. (English) Zbl 1466.91314 Theor. Econ. 15, No. 4, 1365-1398 (2020). MSC: 91G15 × Cite Format Result Cite Review PDF Full Text: DOI
Bae, Hyeong-Ohk; Cho, Seung-yeon; Lee, Sang-hyeok; Yoo, Jane; Yun, Seok-Bae A particle model for the herding phenomena induced by dynamic market signals. (English) Zbl 1426.91313 J. Stat. Phys. 177, No. 2, 365-398 (2019). MSC: 91G99 91D99 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Testa, Alessia Path-dependent behavior and information leakage in financial markets. (English) Zbl 1422.91814 Econ. Theory 67, No. 4, 909-949 (2019). MSC: 91G99 91B44 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Rüdiger, Jesper; Vigier, Adrien Learning about analysts. (English) Zbl 1419.91445 J. Econ. Theory 180, 304-335 (2019). MSC: 91B44 91A28 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Kendall, Chad The time cost of information in financial markets. (English) Zbl 1419.91670 J. Econ. Theory 176, 118-157 (2018). MSC: 91G99 91B44 × Cite Format Result Cite Review PDF Full Text: DOI
Qin, Jie A model of regret, investor behavior, and market turbulence. (English) Zbl 1369.91046 J. Econ. Theory 160, 150-174 (2015). MSC: 91B06 91B16 × Cite Format Result Cite Review PDF Full Text: DOI
Feri, Francesco; Meléndez-Jiménez, Miguel A.; Ponti, Giovanni; Vega-Redondo, Fernando Error cascades in observational learning: an experiment on the Chinos game. (English) Zbl 1236.91046 Games Econ. Behav. 73, No. 1, 136-146 (2011). MSC: 91A90 91A26 × Cite Format Result Cite Review PDF Full Text: DOI Link
Gu, Chao Herding and bank runs. (English) Zbl 1244.91059 J. Econ. Theory 146, No. 1, 163-188 (2011). MSC: 91B52 × Cite Format Result Cite Review PDF Full Text: DOI
Ozsoylev, Han N. Amplification and asymmetry in crashes and frenzies. (English) Zbl 1233.91251 Ann. Finance 4, No. 2, 157-181 (2008). MSC: 91G10 91B16 × Cite Format Result Cite Review PDF Full Text: DOI
Dasgupta, Amil; Prat, Andrea Information aggregation in financial markets with career concerns. (English) Zbl 1154.91541 J. Econ. Theory 143, No. 1, 83-113 (2008). MSC: 91B44 91B52 91B26 × Cite Format Result Cite Review PDF Full Text: DOI
Décamps, Jean-Paul; Lovo, Stefano Informational cascades with endogenous prices: the role of risk aversion. (English) Zbl 1142.91643 J. Math. Econ. 42, No. 1, 109-120 (2006). MSC: 91B60 91B24 91B30 × Cite Format Result Cite Review PDF Full Text: DOI Link
Kapopoulos, Panayotis; Siokis, Fotios Stock market crashes and dynamics of aftershocks. (English) Zbl 1254.91669 Econ. Lett. 89, No. 1, 48-54 (2005). MSC: 91B84 91G50 62F03 × Cite Format Result Cite Review PDF Full Text: DOI
Chari, V. V.; Kehoe, Patrick J. Financial crises as herds: overturning the critiques. (English) Zbl 1080.91029 J. Econ. Theory 119, No. 1, 128-150 (2004). MSC: 91B28 × Cite Format Result Cite Review PDF Full Text: DOI
Barlevy, Gadi; Veronesi, Pietro Rational panics and stock market crashes. (English) Zbl 1042.91033 J. Econ. Theory 110, No. 2, 234-263 (2003). MSC: 91G99 91B24 × Cite Format Result Cite Review PDF Full Text: DOI
Boldrin, Michele; Levine, David K. Growth cycles and market crashes. (English) Zbl 0976.91032 J. Econ. Theory 96, No. 1-2, 13-39 (2001). MSC: 91B28 91B62 × Cite Format Result Cite Review PDF Full Text: DOI DOI OA License
De Vany, A.; Lee, Cassey Quality signals in information cascades and the dynamics of the distribution of motion picture box office revenues. (English) Zbl 0956.91052 J. Econ. Dyn. Control 25, No. 3-4, 593-614 (2001). MSC: 91B44 × Cite Format Result Cite Review PDF Full Text: DOI